It is uncommon but certainly not rare. It seems to happen a lot in summer squash. In fact another posted supplied a picture of one tonight on the pumpkins forum. Take a look and see the responses:

Twin flower

One of my zucchini's has a double blossom as well. I jsut noticed it today.

Ania

I have already picked a double zucchini this year. It usually happens once or twice a year. My question is this, do you charge someone for one squash or two????? Well I charged only for one!

I had this happen a few times this year. Only seems to happen to males for me.

I usually pluck these off and eat them. I save one male to polinate any open females first.

Hmm, good to know! These will be the first 2 flowers that bloom on this particular plant, and both are 2-headed. They're both males, but I guess I'll cross my fingers for some weird little 2-headed girls too, so that I can have myself some double zukes!

Is this what your talking about?
{{gwi:79827}}

I've never seen a twin female blossom, but the first 2 male blossoms on my Zukes this year have been doubles. I consider it a non-issue.

Like this?

2 of my squash are doing the same thing!

I had several 'Siamese' squash form on plants from a Ferry Morse packet of yellow straightneck squash. This happened a few years in a row. I don't recall it every happening from other seed packets. Perhaps it was from some type of unintended cross. I ran out of those seeds so I'm planting from a new packet this year from another source.